Xuechen Li, Ting-Kam Leonard Wong, Ricky T. Q. Chen, David Duvenaud. Scalable Gradients for Stochastic Differential Equations. In Silvia Chiappa, Roberto Calandra, editors, The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]. Volume 108 of Proceedings of Machine Learning Research, pages 3870-3882, PMLR, 2020. [doi]
Abstract is missing.